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| File Information |
| Description |
The extended Kalman filter can not only estimate states of nonlinear dynamic systems from noisy measurements but also can be used to estimate parameters of a nonlinear system. A direct application of parameter estimation is to train artificial neural networks. This function and an embeded example shows a way how this can be done. |
| Acknowledgements |
The author wishes to acknowledge the following in the creation of this submission:
Learning the Extended Kalman Filter
This submission has inspired the following:
Neural Network training using the Unscented Kalman Filter
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| MATLAB release |
MATLAB 7.5 (R2007b)
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| Other requirements |
It requires the ekf function, which can be downloaded from the following link:
http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=18189&objectType=FILE |
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| Comments and Ratings (8) |
| 21 Feb 2008 |
mahendra shukla
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| 21 Feb 2008 |
lekouch khalid
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| 21 Jul 2008 |
a s
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| 28 Jul 2008 |
piyush singhal
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| 16 Sep 2008 |
Devanathan M
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| 08 Oct 2008 |
x y
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| 05 Apr 2009 |
V. Poor
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| 05 Apr 2009 |
Vasquez
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| Updates |
| 07 Feb 2008 |
update description |
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